Save the stats?

[jdw83]

Hello

I am looking for a way to save the stats of a sample in a row-vector instead of displaying them.
I just need the basic statistic characteristics e.g. mean, sd, skewness, kurtosis, Jarque-Bera, p-value JB, min and max.

I am using EViews 6.

Thank you for any help!

[EViews Gareth]

Your question isn't quite well defined.

Which object are you trying to save the stats of?

[jdw83]

Hello

Sorry for that. I have a vector with return data of a stock index. I introduced a rolling window which is moving through that data. I tried to save the descriptive statistics. I found that out in the meanwhile... just using e.g. @mean(returns) gives me the return etc.

But now I am looking for a way to get the autocorrelations of different lags and their significance (like one gets if he looks at the correlogram ).

Is there a chance to do that in EV6?

Thank you.

[EfficientMarketeer]

Hi There,

Very new to all this, and I'm trying to do what the OP was trying to do initially, i.e. save descriptive stats (specifically Jarque-Bera) in a series from a rolling window program. I've got the rolling window bit sorted but I'm having trouble saving the stats. How can I do this?

Many thanks,

EM

[EViews Gareth]

Freeze the stats view into a table, then grab it from that:
http://forums.eviews.com/viewtopic.php? ... 8&p=18#p18

[EfficientMarketeer]

Still not getting it I'm afraid. If I start with the following it runs the rolling stats program with no problems, but obviously doesn't store anything for me:

Code: Select all

for !horizon=1 to 1000 smpl 0+!horizon 1674+!horizon dlftse.stats next

However, if I try to add freeze commands etc, as suggested above and in the link provided, it doesn't work. Can anyone crack the code for me?

Much appreciated,

EM

[EfficientMarketeer]

Finally figured it out! Thanks again for the help.

Code: Select all

for !horizon=1 to 1000 smpl 0+!horizon 1674+!horizon freeze(mytab) dlftse.stats !jb = mytab(14,2) d mytab next

EM